Hi there,

I'm looking for a solver that allows me to solve an optimization problem of the form min x1x2x3,...,xn subject to some linear constraints. I've used gurobi before, however I couldn't find the way to include products in the objective function as well as in constraints.

Cheers

Guillermo

I am looking for a solver that allows me to solve an optimization problem of the form

$$\begin{array}{ll} \text{minimize} & x_1 x_2 \cdots x_n\\ \text{subject to} & \color{gray}{\text{(some linear constraints)}}\end{array}$$

I've used Gurobi before. However, I couldn't find the way to include products in the objective function as well as in the constraints.